Version: Staging

Schema: TradingSchedule (ID: 4480)

Product trading schedule for the current week. Includes an expected trading day market schedule for each SpiderRock ticker and day-of-week. Including schedules for equity and futures markets. The NMS schedule is the NYSE announced trading calendar. Other markets are from the listing exchange.

METADATA

Attribute	Value
Topic	4440-product-status
MLink Token	SystemData
SRSE Product	SRLive

Note: The symbol = next to a field number indicates that it is a primary key.

BODY

#	Field	Type	Comment
10=	ticker	TickerKey	SR Underlying ticker or product group - SPY, MSFT, @ES, etc.
11=	weekDay	enum : WeekDay
12=	secType	enum : SpdrKeyType
100	undTicker	TickerKey	SR Underlying ticker - SPY, MSFT, @ES, @ZC, @GC, @ED, etc.
103	marketDayType	enum : MarketDayType
106	srCloseMarkTime	TimeSpan	SR Close Mark Time;usually regular market close - 1 minute (C - 1M)
109	earlyPreOpenTime	TimeSpan	early session pre-open (orders accepted)
112	earlySessionOpenTime	TimeSpan	early session market open
115	earlySessionCloseTime	TimeSpan	early session market close
118	regPreOpenTime	TimeSpan	regular session pre-open (order accepted)
121	regSessionOpenTime	TimeSpan	regular session open
124	regSessionCloseTime	TimeSpan	regular session close
127	latePreOpenTime	TimeSpan	extended session pre-open (orders accepted)
130	lateSessionOpenTime	TimeSpan	extended session open
133	lateSessionCloseTime	TimeSpan	extended session close
136	nextDayPreOpenTime	TimeSpan	next day session pre-open (order accepted for first T+1 session)
139	nextDaySessionOpenTime	TimeSpan	next day session open (first T+1 session)
142	isDefault	enum : YesNo
145	timestamp	DateTime

Get Schema API Call

Python
cUrl

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'TradingSchedule'

# Request Parameters for Get Schema Of The MsgType
params = {
#Required Parameters
"apiKey": API_KEY,
"cmd": 'getschema',
"msgType": MSG_TYPE, 
}

response = requests.get(MLINK_PROD_URL, params=params)

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getschema' \
--data-urlencode 'msgType=TradingSchedule'

Get Msg API Call

Python
cUrl

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'TradingSchedule'

# Replace with your pkey value for getting the specific message desired
PKEY = 'ReplaceThisValueForTheQueryToWork'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned. 
VIEW = 'undTicker|marketDayType|srCloseMarkTime|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|nextDayPreOpenTime|nextDaySessionOpenTime|isDefault|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:valuse" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = ''

# Request Parameters for getmsg Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsg',
    "pkey": PKEY,
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE
}

response = requests.get(MLINK_PROD_URL, params=params)

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsg' \
--data-urlencode 'pkey=ReplaceThisValueForTheQueryToWork' \
--data-urlencode 'msgType=TradingSchedule' \
--data-urlencode 'view=undTicker|marketDayType|srCloseMarkTime|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|nextDayPreOpenTime|nextDaySessionOpenTime|isDefault|timestamp' \
--data-urlencode 'where='

Get Msgs API Call

Python
cUrl

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'TradingSchedule'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'undTicker|marketDayType|srCloseMarkTime|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|nextDayPreOpenTime|nextDaySessionOpenTime|isDefault|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = ''

# Replace with your desired limit of how many messages you receive. The default limit is 500
LIMIT = 500

# Order clause eg. "(field1:DESC | field1:ASC | field2:DESC:ABS | field2:ASC:ABS" (default is unordered; default is faster)
ORDER = 'undTicker:ASC'

# Request Parameters for getmsgs Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsgs',
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE,
    "limit": LIMIT,
    "order": ORDER
}

response = requests.get(MLINK_PROD_URL, params=params)

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsgs' \
--data-urlencode 'msgType=TradingSchedule' \
--data-urlencode 'view=undTicker|marketDayType|srCloseMarkTime|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|nextDayPreOpenTime|nextDaySessionOpenTime|isDefault|timestamp' \
--data-urlencode 'where=' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=undTicker:ASC'

Get Aggregate API Call

Python
cUrl

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'TradingSchedule'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'undTicker|marketDayType|srCloseMarkTime|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|nextDayPreOpenTime|nextDaySessionOpenTime|isDefault|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'marketDayType|isDefault'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = ''

# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=TradingSchedule' \
--data-urlencode 'measure=undTicker|marketDayType|srCloseMarkTime|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|nextDayPreOpenTime|nextDaySessionOpenTime|isDefault|timestamp' \
--data-urlencode 'group=marketDayType|isDefault' \
--data-urlencode 'where='

Get Count API Call

Python
cUrl

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'TradingSchedule'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = ''

# Request Parameters for getCount Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getcount',
"msgType": MSG_TYPE,
# Optional Parameters
"where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getcount' \
--data-urlencode 'msgType=TradingSchedule' \
--data-urlencode 'where='

Schema: TradingSchedule (ID: 4480)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​